probnum
v0.1.4
Introduction
Probabilistic Numerics
ProbNum Quickstart
Tutorials and Examples
Probabilistic Numerical Methods
Probability
Linear Algebra
Ordinary Differential Equations
Bayesian Filtering and Smoothing
API Documentation
probnum.diffeq
probnum.filtsmooth
probnum.kernels
probnum.linalg
probnum.linops
probnum.problems
probnum.quad
probnum.randvars
probnum.statespace
probnum.utils
Contributing to ProbNum
Developer Introduction
Developer Guides
Style Guide
Benchmarking Code
Other
GitHub Repository
ProbNum Contributors
License
probnum
»
Index
Edit on GitHub
Index
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A
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B
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C
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D
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E
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F
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G
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H
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I
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J
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K
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L
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M
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N
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O
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P
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Q
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R
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S
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T
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U
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V
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W
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Y
_
__call__() (probnum.diffeq.IVP method)
(probnum.diffeq.KalmanODESolution method)
(probnum.diffeq.ODE method)
(probnum.diffeq.ODESolution method)
(probnum.filtsmooth.FilteringPosterior method)
(probnum.filtsmooth.FiltSmoothPosterior method)
(probnum.filtsmooth.KalmanPosterior method)
(probnum.filtsmooth.SmoothingPosterior method)
(probnum.kernels.ExpQuad method)
(probnum.kernels.Kernel method)
(probnum.kernels.Linear method)
(probnum.kernels.Matern method)
(probnum.kernels.Polynomial method)
(probnum.kernels.RatQuad method)
(probnum.kernels.WhiteNoise method)
(probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.statespace.NordsieckLikeCoordinates method)
(probnum.statespace.Preconditioner method)
A
AdaptiveSteps (class in probnum.diffeq)
adjoint() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
as_colvec() (in module probnum.utils)
as_numpy_scalar() (in module probnum.utils)
as_random_state() (in module probnum.utils)
as_shape() (in module probnum.utils)
aslinop() (in module probnum.linops)
asrandvar() (in module probnum.randvars)
assemble_sigma_points() (probnum.filtsmooth.ContinuousUKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.filtsmooth.UKFComponent method)
AsymmetricMatrixBasedSolver (class in probnum.linalg)
atleast_1d() (in module probnum.utils)
B
backward_realization() (probnum.filtsmooth.ContinuousEKFComponent method)
(probnum.filtsmooth.ContinuousUKFComponent method)
(probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.filtsmooth.EKFComponent method)
(probnum.filtsmooth.IteratedDiscreteComponent method)
(probnum.statespace.DiscreteGaussian method)
(probnum.statespace.DiscreteLinearGaussian method)
(probnum.statespace.DiscreteLTIGaussian method)
(probnum.statespace.IBM method)
(probnum.statespace.IOUP method)
(probnum.statespace.LinearSDE method)
(probnum.statespace.LTISDE method)
(probnum.statespace.Matern method)
(probnum.statespace.SDE method)
(probnum.statespace.Transition method)
backward_rv() (probnum.filtsmooth.ContinuousEKFComponent method)
(probnum.filtsmooth.ContinuousUKFComponent method)
(probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.filtsmooth.EKFComponent method)
(probnum.filtsmooth.IteratedDiscreteComponent method)
(probnum.statespace.DiscreteGaussian method)
(probnum.statespace.DiscreteLinearGaussian method)
(probnum.statespace.DiscreteLTIGaussian method)
(probnum.statespace.IBM method)
(probnum.statespace.IOUP method)
(probnum.statespace.LinearSDE method)
(probnum.statespace.LTISDE method)
(probnum.statespace.Matern method)
(probnum.statespace.SDE method)
(probnum.statespace.Transition method)
bayescg() (in module probnum.linalg)
BayesFiltSmooth (class in probnum.filtsmooth)
BayesianQuadrature (class in probnum.quad)
bayesquad() (in module probnum.quad)
C
cdf() (probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
cholesky_update() (in module probnum.utils.linalg)
cond() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
condition_state_on_measurement() (in module probnum.statespace)
condition_state_on_rv() (in module probnum.statespace)
Constant (class in probnum.randvars)
ConstantSteps (class in probnum.diffeq)
construct_with_rk_init() (probnum.diffeq.GaussianIVPFilter class method)
construct_with_taylormode_init() (probnum.diffeq.GaussianIVPFilter class method)
ContinuousEKFComponent (class in probnum.filtsmooth)
ContinuousRandomVariable (class in probnum.randvars)
ContinuousUKFComponent (class in probnum.filtsmooth)
cov (probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
cov_cholesky (probnum.randvars.Constant attribute)
(probnum.randvars.Normal attribute)
cov_cholesky_is_precomputed (probnum.randvars.Normal attribute)
D
ddf (probnum.problems.InitialValueProblem attribute)
dense_cov (probnum.randvars.Normal attribute)
dense_cov_cholesky() (probnum.randvars.Normal method)
dense_mean (probnum.randvars.Normal attribute)
derive_random_seed() (in module probnum.utils)
det() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
df (probnum.problems.InitialValueProblem attribute)
dimension (probnum.diffeq.IVP attribute)
(probnum.diffeq.ODE attribute)
(probnum.filtsmooth.DiscreteUKFComponent attribute)
DiscreteEKFComponent (class in probnum.filtsmooth)
DiscreteGaussian (class in probnum.statespace)
DiscreteLinearGaussian (class in probnum.statespace)
DiscreteLTIGaussian (class in probnum.statespace)
DiscreteRandomVariable (class in probnum.randvars)
DiscreteUKFComponent (class in probnum.filtsmooth)
discretise() (probnum.statespace.IBM method)
(probnum.statespace.IOUP method)
(probnum.statespace.LTISDE method)
(probnum.statespace.Matern method)
dot() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
dtype (probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
dy (probnum.diffeq.KalmanODESolution attribute)
(probnum.diffeq.ODESolution attribute)
E
eigvals() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
EKFComponent (class in probnum.filtsmooth)
entropy (probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
equivalent_discretisation_preconditioned (probnum.statespace.IBM attribute)
errorest_to_norm() (probnum.diffeq.AdaptiveSteps method)
(probnum.diffeq.ConstantSteps method)
(probnum.diffeq.StepRule method)
estimate_statistics() (probnum.filtsmooth.UnscentedTransform method)
evaluate_error() (probnum.filtsmooth.StoppingCriterion method)
ExpQuad (class in probnum.kernels)
F
filter() (probnum.filtsmooth.Kalman method)
filter_step() (probnum.filtsmooth.BayesFiltSmooth method)
(probnum.filtsmooth.Kalman method)
filtering_solution (probnum.diffeq.KalmanODESolution attribute)
FilteringPosterior (class in probnum.filtsmooth)
filtsmooth() (probnum.filtsmooth.Kalman method)
FiltSmoothPosterior (class in probnum.filtsmooth)
fitzhughnagumo() (in module probnum.diffeq)
forward_realization() (probnum.filtsmooth.ContinuousEKFComponent method)
(probnum.filtsmooth.ContinuousUKFComponent method)
(probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.filtsmooth.EKFComponent method)
(probnum.filtsmooth.IteratedDiscreteComponent method)
(probnum.statespace.DiscreteGaussian method)
(probnum.statespace.DiscreteLinearGaussian method)
(probnum.statespace.DiscreteLTIGaussian method)
(probnum.statespace.IBM method)
(probnum.statespace.IOUP method)
(probnum.statespace.LinearSDE method)
(probnum.statespace.LTISDE method)
(probnum.statespace.Matern method)
(probnum.statespace.SDE method)
(probnum.statespace.Transition method)
forward_rv() (probnum.filtsmooth.ContinuousEKFComponent method)
(probnum.filtsmooth.ContinuousUKFComponent method)
(probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.filtsmooth.EKFComponent method)
(probnum.filtsmooth.IteratedDiscreteComponent method)
(probnum.statespace.DiscreteGaussian method)
(probnum.statespace.DiscreteLinearGaussian method)
(probnum.statespace.DiscreteLTIGaussian method)
(probnum.statespace.IBM method)
(probnum.statespace.IOUP method)
(probnum.statespace.LinearSDE method)
(probnum.statespace.LTISDE method)
(probnum.statespace.Matern method)
(probnum.statespace.SDE method)
(probnum.statespace.Transition method)
from_ode() (probnum.filtsmooth.DiscreteEKFComponent class method)
(probnum.filtsmooth.DiscreteUKFComponent class method)
from_order() (probnum.statespace.NordsieckLikeCoordinates class method)
G
GaussianIVPFilter (class in probnum.diffeq)
generate_samples() (in module probnum.statespace)
H
H (probnum.linops.Identity attribute)
(probnum.linops.Kronecker attribute)
(probnum.linops.LinearOperator attribute)
(probnum.linops.MatrixMult attribute)
(probnum.linops.ScalarMult attribute)
(probnum.linops.Svec attribute)
(probnum.linops.SymmetricKronecker attribute)
(probnum.linops.Symmetrize attribute)
(probnum.linops.Vec attribute)
has_converged() (probnum.linalg.AsymmetricMatrixBasedSolver method)
(probnum.linalg.MatrixBasedSolver method)
(probnum.linalg.ProbabilisticLinearSolver method)
(probnum.linalg.SolutionBasedSolver method)
(probnum.linalg.SymmetricMatrixBasedSolver method)
hessian() (probnum.diffeq.IVP method)
(probnum.diffeq.ODE method)
I
IBM (class in probnum.statespace)
Identity (class in probnum.linops)
in_support() (probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
infer_median_dtype() (probnum.randvars.Constant static method)
(probnum.randvars.ContinuousRandomVariable static method)
(probnum.randvars.DiscreteRandomVariable static method)
(probnum.randvars.Normal static method)
(probnum.randvars.RandomVariable static method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable static method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable static method)
(probnum.randvars.WrappedSciPyRandomVariable static method)
infer_moment_dtype() (probnum.randvars.Constant static method)
(probnum.randvars.ContinuousRandomVariable static method)
(probnum.randvars.DiscreteRandomVariable static method)
(probnum.randvars.Normal static method)
(probnum.randvars.RandomVariable static method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable static method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable static method)
(probnum.randvars.WrappedSciPyRandomVariable static method)
initialdistribution (probnum.diffeq.IVP attribute)
initialise() (probnum.diffeq.GaussianIVPFilter method)
(probnum.diffeq.ODESolver method)
initialize_odefilter_with_rk() (in module probnum.diffeq)
initialize_odefilter_with_taylormode() (in module probnum.diffeq)
initialrandomvariable (probnum.diffeq.IVP attribute)
InitialValueProblem (class in probnum.problems)
input_dim (probnum.kernels.ExpQuad attribute)
(probnum.kernels.Kernel attribute)
(probnum.kernels.Linear attribute)
(probnum.kernels.Matern attribute)
(probnum.kernels.Polynomial attribute)
(probnum.kernels.RatQuad attribute)
(probnum.kernels.WhiteNoise attribute)
integrate() (probnum.quad.BayesianQuadrature method)
(probnum.quad.WarpedBayesianQuadrature method)
Integrator (class in probnum.statespace)
interpolate() (probnum.filtsmooth.FilteringPosterior method)
(probnum.filtsmooth.KalmanPosterior method)
(probnum.filtsmooth.SmoothingPosterior method)
inv() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
inverse (probnum.statespace.NordsieckLikeCoordinates attribute)
(probnum.statespace.Preconditioner attribute)
IOUP (class in probnum.statespace)
is_accepted() (probnum.diffeq.AdaptiveSteps method)
(probnum.diffeq.ConstantSteps method)
(probnum.diffeq.StepRule method)
iterated_filtsmooth() (probnum.filtsmooth.Kalman method)
IteratedDiscreteComponent (class in probnum.filtsmooth)
IVP (class in probnum.diffeq)
J
jacobian() (probnum.diffeq.IVP method)
(probnum.diffeq.ODE method)
jointly_sample_list_backward() (probnum.filtsmooth.ContinuousEKFComponent method)
(probnum.filtsmooth.ContinuousUKFComponent method)
(probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.filtsmooth.IteratedDiscreteComponent method)
(probnum.statespace.DiscreteGaussian method)
(probnum.statespace.DiscreteLinearGaussian method)
(probnum.statespace.DiscreteLTIGaussian method)
(probnum.statespace.IBM method)
(probnum.statespace.IOUP method)
(probnum.statespace.LinearSDE method)
(probnum.statespace.LTISDE method)
(probnum.statespace.Matern method)
(probnum.statespace.SDE method)
(probnum.statespace.Transition method)
K
Kalman (class in probnum.filtsmooth)
KalmanODESolution (class in probnum.diffeq)
KalmanPosterior (class in probnum.filtsmooth)
Kernel (class in probnum.kernels)
Kronecker (class in probnum.linops)
L
likelihood (probnum.problems.RegressionProblem attribute)
Linear (class in probnum.kernels)
linearize() (probnum.filtsmooth.ContinuousEKFComponent method)
(probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.EKFComponent method)
LinearOperator (class in probnum.linops)
LinearSDE (class in probnum.statespace)
LinearSystem (class in probnum.problems)
locations (probnum.filtsmooth.FilteringPosterior attribute)
(probnum.filtsmooth.KalmanPosterior attribute)
(probnum.filtsmooth.SmoothingPosterior attribute)
logabsdet() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
logcdf() (probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
logistic() (in module probnum.diffeq)
logpdf() (probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
logpmf() (probnum.randvars.Constant method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
lorenz() (in module probnum.diffeq)
lotkavolterra() (in module probnum.diffeq)
LTISDE (class in probnum.statespace)
M
Matern (class in probnum.kernels)
(class in probnum.statespace)
matmat() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
matrix_fraction_decomposition() (in module probnum.statespace)
MatrixBasedSolver (class in probnum.linalg)
MatrixMult (class in probnum.linops)
matvec() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
mean (probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
measure() (probnum.filtsmooth.Kalman method)
median (probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
median_dtype (probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
method_callback() (probnum.diffeq.GaussianIVPFilter method)
(probnum.diffeq.ODESolver method)
mode (probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
module
probnum.problems
probnum.problems.zoo.diffeq
probnum.problems.zoo.linalg
moment_dtype (probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
N
ndim (probnum.linops.Identity attribute)
(probnum.linops.Kronecker attribute)
(probnum.linops.LinearOperator attribute)
(probnum.linops.MatrixMult attribute)
(probnum.linops.ScalarMult attribute)
(probnum.linops.Svec attribute)
(probnum.linops.SymmetricKronecker attribute)
(probnum.linops.Symmetrize attribute)
(probnum.linops.Vec attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
NordsieckLikeCoordinates (class in probnum.statespace)
Normal (class in probnum.randvars)
O
ODE (class in probnum.diffeq)
ODESolution (class in probnum.diffeq)
ODESolver (class in probnum.diffeq)
output_dim (probnum.kernels.ExpQuad attribute)
(probnum.kernels.Kernel attribute)
(probnum.kernels.Linear attribute)
(probnum.kernels.Matern attribute)
(probnum.kernels.Polynomial attribute)
(probnum.kernels.RatQuad attribute)
(probnum.kernels.WhiteNoise attribute)
(probnum.problems.QuadratureProblem attribute)
P
parameters (probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
pdf() (probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
pmf() (probnum.randvars.Constant method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
Polynomial (class in probnum.kernels)
postprocess() (probnum.diffeq.GaussianIVPFilter method)
(probnum.diffeq.ODESolver method)
precompute_cov_cholesky() (probnum.randvars.Normal method)
Preconditioner (class in probnum.statespace)
predict() (probnum.filtsmooth.Kalman method)
prior (probnum.diffeq.GaussianIVPFilter attribute)
ProbabilisticLinearSolver (class in probnum.linalg)
problinsolve() (in module probnum.linalg)
probnum.problems
module
probnum.problems.zoo.diffeq
module
probnum.problems.zoo.linalg
module
probsolve_ivp() (in module probnum.diffeq)
proc_noise_cov_cholesky (probnum.statespace.DiscreteLTIGaussian attribute)
proc_noise_cov_cholesky_fun() (probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.statespace.DiscreteGaussian method)
(probnum.statespace.DiscreteLinearGaussian method)
(probnum.statespace.DiscreteLTIGaussian method)
proj2coord() (probnum.statespace.IBM method)
(probnum.statespace.Integrator method)
(probnum.statespace.IOUP method)
(probnum.statespace.Matern method)
propagate() (probnum.filtsmooth.UnscentedTransform method)
propose_firststep() (in module probnum.diffeq)
Q
QuadratureProblem (class in probnum.problems)
quantile() (probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
R
random_sparse_spd_matrix() (in module probnum.problems.zoo.linalg)
random_spd_matrix() (in module probnum.problems.zoo.linalg)
random_state (probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
RandomVariable (class in probnum.randvars)
rank() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
RatQuad (class in probnum.kernels)
RegressionProblem (class in probnum.problems)
reshape() (probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
rhs() (probnum.diffeq.IVP method)
(probnum.diffeq.ODE method)
rigidbody() (in module probnum.problems.zoo.diffeq)
rmatmat() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
rmatvec() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
rvlist_to_odesol() (probnum.diffeq.GaussianIVPFilter method)
(probnum.diffeq.ODESolver method)
S
sample() (probnum.diffeq.KalmanODESolution method)
(probnum.diffeq.ODESolution method)
(probnum.filtsmooth.FilteringPosterior method)
(probnum.filtsmooth.FiltSmoothPosterior method)
(probnum.filtsmooth.KalmanPosterior method)
(probnum.filtsmooth.SmoothingPosterior method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
scalar (probnum.linops.Identity attribute)
(probnum.linops.ScalarMult attribute)
ScalarMult (class in probnum.linops)
scipy_rv (probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
SDE (class in probnum.statespace)
seir() (in module probnum.diffeq)
shape (probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
sigma_points() (probnum.filtsmooth.UnscentedTransform method)
size (probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
smooth() (probnum.filtsmooth.Kalman method)
smooth_list() (probnum.filtsmooth.ContinuousEKFComponent method)
(probnum.filtsmooth.ContinuousUKFComponent method)
(probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.filtsmooth.IteratedDiscreteComponent method)
(probnum.statespace.DiscreteGaussian method)
(probnum.statespace.DiscreteLinearGaussian method)
(probnum.statespace.DiscreteLTIGaussian method)
(probnum.statespace.IBM method)
(probnum.statespace.IOUP method)
(probnum.statespace.LinearSDE method)
(probnum.statespace.LTISDE method)
(probnum.statespace.Matern method)
(probnum.statespace.SDE method)
(probnum.statespace.Transition method)
smoother_step() (probnum.filtsmooth.BayesFiltSmooth method)
(probnum.filtsmooth.Kalman method)
SmoothingPosterior (class in probnum.filtsmooth)
solution (probnum.problems.InitialValueProblem attribute)
(probnum.problems.LinearSystem attribute)
(probnum.problems.QuadratureProblem attribute)
(probnum.problems.RegressionProblem attribute)
solution() (probnum.diffeq.IVP method)
(probnum.diffeq.ODE method)
SolutionBasedSolver (class in probnum.linalg)
solve() (probnum.diffeq.GaussianIVPFilter method)
(probnum.diffeq.ODESolver method)
(probnum.linalg.AsymmetricMatrixBasedSolver method)
(probnum.linalg.MatrixBasedSolver method)
(probnum.linalg.ProbabilisticLinearSolver method)
(probnum.linalg.SolutionBasedSolver method)
(probnum.linalg.SymmetricMatrixBasedSolver method)
state_rvs (probnum.filtsmooth.FilteringPosterior attribute)
(probnum.filtsmooth.KalmanPosterior attribute)
(probnum.filtsmooth.SmoothingPosterior attribute)
std (probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
step() (probnum.diffeq.GaussianIVPFilter method)
(probnum.diffeq.ODESolver method)
StepRule (class in probnum.diffeq)
StoppingCriterion (class in probnum.filtsmooth)
string_to_measurement_model() (probnum.diffeq.GaussianIVPFilter static method)
suggest() (probnum.diffeq.AdaptiveSteps method)
(probnum.diffeq.ConstantSteps method)
(probnum.diffeq.StepRule method)
support (probnum.randvars.Constant attribute)
Svec (class in probnum.linops)
SymmetricKronecker (class in probnum.linops)
SymmetricMatrixBasedSolver (class in probnum.linalg)
Symmetrize (class in probnum.linops)
T
t (probnum.diffeq.KalmanODESolution attribute)
(probnum.diffeq.ODESolution attribute)
T (probnum.linops.Identity attribute)
(probnum.linops.Kronecker attribute)
(probnum.linops.LinearOperator attribute)
(probnum.linops.MatrixMult attribute)
(probnum.linops.ScalarMult attribute)
(probnum.linops.Svec attribute)
(probnum.linops.SymmetricKronecker attribute)
(probnum.linops.Symmetrize attribute)
(probnum.linops.Vec attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
t0 (probnum.diffeq.IVP attribute)
(probnum.diffeq.ODE attribute)
terminate() (probnum.filtsmooth.StoppingCriterion method)
threebody() (in module probnum.problems.zoo.diffeq)
threebody_jax() (in module probnum.problems.zoo.diffeq)
timespan (probnum.diffeq.IVP attribute)
(probnum.diffeq.ODE attribute)
tmax (probnum.diffeq.IVP attribute)
(probnum.diffeq.ODE attribute)
todense() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
trace() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
Transition (class in probnum.statespace)
transpose() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
tril_to_positive_tril() (in module probnum.utils.linalg)
U
UKFComponent (class in probnum.filtsmooth)
UnscentedTransform (class in probnum.filtsmooth)
update() (probnum.filtsmooth.Kalman method)
V
vanderpol() (in module probnum.problems.zoo.diffeq)
vanderpol_jax() (in module probnum.problems.zoo.diffeq)
var (probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
Vec (class in probnum.linops)
W
WarpedBayesianQuadrature (class in probnum.quad)
WhiteNoise (class in probnum.kernels)
WrappedSciPyContinuousRandomVariable (class in probnum.randvars)
WrappedSciPyDiscreteRandomVariable (class in probnum.randvars)
WrappedSciPyRandomVariable (class in probnum.randvars)
Y
y (probnum.diffeq.KalmanODESolution attribute)
(probnum.diffeq.ODESolution attribute)
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